Actuarial/Quantitative Analyst
HybridIndividual AnnuitiesAsset-Liability ManagementReserving & ValuationCapital Modelling & Economic Capital
Role Summary
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Actuarial/Quantitative Analyst supporting the Actuarial Hedging team for variable annuity (GMxB) liabilities in New York. You will lead liability valuation and reporting, help design and test hedge models and strategies, and collaborate with finance, auditors and regulators. The role is hybrid (2–3 days/week) with a $100k–$140k base salary range.
JOB DESCRIPTION SUMMARY
- Lead GMxB variable annuity liability valuation and P&L attribution
- Design, develop and test hedge models and strategies using quantitative methods
- Collaborate with Finance, internal controls, auditors and regulators
- Hybrid role — in office 2 to 3 days per week (New York)
- Preferred coding: Python, C/C++, MATLAB; FSA designation preferred
DOMAIN EXPERTISE
- GMxB/variable annuity liability valuation
- actuarial hedging and hedge effectiveness monitoring
- design and testing of hedge strategies for annuity guarantees
KEY REQUIREMENTS
- Bachelor's degree in a quantitative field (Mathematics, Actuarial Science, etc.)
TECH STACK
- No tech stack specified
